Exact Solution Paths for Regularized L_1 LASSO Regression

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Description

ExactPath implements an algorithm for exact LASSO solution. Two methods are provided to print and visualize the whole solution paths. Use ?ExactPath to see an introduction. Packages ncvreg and lars are required so that their data sets can be used in examples.

Details

Package: ExactPath
Type: Package
Version: 1.0
Date: 2013-02-05
License: GPL (>=2)
LazyLoad: yes

Author(s)

Kai Wang <kai-wang@uiowa.edu>

References

Wang K. (2013) Exact LASSO linear regression. Submitted.

Examples

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library(ncvreg)
data(prostate)
myfit = exact.path(as.matrix(prostate[,-9]), prostate$lpsa, verbose=TRUE)
myfit
plot(myfit)

library(ncvreg)
data(heart)
myfit = exact.path(as.matrix(heart[,-1]), heart$sbp)
myfit
plot(myfit)

library(lars)
data(diabetes)
myfit = exact.path(diabetes$x, diabetes$y, verbose=TRUE)
myfit
plot(myfit)